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Target volatility strategies: optimal rebalancing boundary for transaction cost minimization

Published Online: 2025-07-29

Authors

Bai, Zefeng

Pachamanova, Dessislava

Steblovskaya, Victoria

Wallbaum, Kai
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Text and Data Mining valid from 2025-07-29

Version of Record valid from 2025-07-29
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Article History

Accepted: 6 July 2025

First Online: 29 July 2025

Declarations

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: The authors declare no competing interests.

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